| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A time-varying Granger causality analysis between water stock and green stocks using novel approaches |
2 |
2 |
3 |
3 |
3 |
3 |
4 |
4 |
| An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices |
0 |
0 |
3 |
7 |
1 |
2 |
36 |
57 |
| An empirical analysis of the dynamic relationship between clean and dirty energy markets |
0 |
0 |
1 |
1 |
2 |
2 |
6 |
6 |
| Are central bank policy rates in Africa cointegrated? Evidence from a fractional cointegration approach |
0 |
0 |
1 |
3 |
0 |
0 |
3 |
18 |
| Blockchain market and eco-friendly financial assets: Dynamic price correlation, connectedness and spillovers with portfolio implications |
1 |
2 |
5 |
5 |
3 |
5 |
34 |
34 |
| Connectedness and directional spillovers in energy sectors: international evidence |
0 |
1 |
5 |
13 |
0 |
2 |
12 |
26 |
| Cross-spectral coherence and co-movement between WTI oil price and exchange rate of Thai Baht |
0 |
0 |
1 |
5 |
0 |
1 |
3 |
10 |
| Cryptocurrencies and stock market indices. Are they related? |
0 |
1 |
12 |
128 |
9 |
14 |
44 |
533 |
| Does the dynamics between government bond and equity markets validate the adaptive market hypothesis? evidence from transfer entropy |
0 |
0 |
1 |
1 |
0 |
0 |
3 |
3 |
| Dynamic effect of Bitcoin, fintech and artificial intelligence stocks on eco-friendly assets, Islamic stocks and conventional financial markets: Another look using quantile-based approaches |
2 |
3 |
9 |
12 |
2 |
5 |
22 |
26 |
| Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies |
1 |
1 |
7 |
36 |
2 |
6 |
16 |
108 |
| Economic policy uncertainty: Persistence and cross-country linkages |
0 |
1 |
2 |
7 |
0 |
2 |
14 |
49 |
| Economic sanctions sentiment and global stock markets |
0 |
5 |
6 |
6 |
1 |
11 |
14 |
14 |
| Effect of Russia–Ukraine war sentiment on blockchain and FinTech stocks |
1 |
1 |
7 |
7 |
3 |
9 |
27 |
27 |
| Extreme Connectedness between Green Bonds, Government Bonds, Corporate Bonds and Other Asset Classes: Insights for Portfolio Investors |
0 |
0 |
0 |
2 |
0 |
2 |
10 |
19 |
| Extreme return and volatility connectedness among real estate tokens, REITs, and other assets: The role of global factors and portfolio implications |
1 |
2 |
5 |
5 |
2 |
4 |
17 |
17 |
| Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis |
0 |
4 |
11 |
17 |
1 |
7 |
28 |
39 |
| Global uncertainty factors and price connectedness between US electricity and blockchain markets: Findings from an R-square connectedness approach |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
4 |
| Global value chains in sub-Saharan Africa: The role of business regulations, policies and institutions |
1 |
2 |
4 |
4 |
1 |
2 |
6 |
6 |
| How far have we come and where should we go after 30+ years of research on Africa's emerging financial markets? A systematic review and a bibliometric network analysis |
0 |
2 |
6 |
14 |
0 |
6 |
28 |
51 |
| Inflation Co-Movement Dynamics: A Cross-Country Investigation Using a Continuous Wavelet Approach |
0 |
2 |
3 |
5 |
0 |
2 |
6 |
17 |
| Integration between emerging market equity and global markets; is it fundamental or noisy? Evidence from wavelet denoised volatility spillover analysis in time and frequency domain |
0 |
0 |
3 |
3 |
0 |
0 |
5 |
7 |
| Markov-switching dependence between artificial intelligence and carbon price: The role of policy uncertainty in the era of the 4th industrial revolution and the effect of COVID-19 pandemic |
1 |
1 |
3 |
17 |
1 |
4 |
19 |
69 |
| Measuring price efficiency in petroleum markets: New insights using various long-range dependence techniques |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
| Measuring volatility persistence in leveraged loan markets in the presence of structural breaks |
0 |
0 |
1 |
4 |
3 |
3 |
11 |
28 |
| Non-linear approach to Random Walk Test in selected African countries |
0 |
0 |
2 |
4 |
0 |
0 |
2 |
8 |
| Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets: a pre- and post-financial crisis analysis |
0 |
2 |
2 |
2 |
0 |
3 |
18 |
19 |
| Persistence in US Treasury bonds |
0 |
1 |
2 |
5 |
2 |
4 |
6 |
15 |
| Quantile dependence of Bitcoin with clean and renewable energy stocks: new global evidence |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
4 |
| Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks |
2 |
2 |
11 |
12 |
2 |
3 |
27 |
31 |
| Quantile risk spillovers between energy and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak |
0 |
2 |
17 |
44 |
0 |
3 |
38 |
106 |
| Re-examination of international bond market dependence: Evidence from a pair copula approach |
0 |
0 |
2 |
6 |
0 |
1 |
5 |
25 |
| Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX: Evidence using Markov-switching copulas |
0 |
1 |
6 |
6 |
1 |
3 |
20 |
35 |
| Relationship between green investments, energy markets, and stock markets in the aftermath of the global financial crisis |
0 |
1 |
2 |
24 |
0 |
2 |
8 |
48 |
| Stochastic structure of metal prices: Evidence from fractional integration non-linearities and breaks |
0 |
1 |
2 |
2 |
1 |
3 |
13 |
23 |
| Sustainable debt and gas markets: A new look using the time-varying wavelet-windowed cross-correlation approach |
0 |
0 |
3 |
5 |
0 |
1 |
8 |
12 |
| Tail risk contagion across electricity markets in crisis periods |
0 |
1 |
10 |
10 |
1 |
7 |
30 |
30 |
| Tail risk dependence, co-movement and predictability between green bond and green stocks |
1 |
1 |
8 |
11 |
1 |
3 |
15 |
26 |
| The connectedness in the world petroleum futures markets using a Quantile VAR approach |
0 |
0 |
0 |
4 |
0 |
1 |
5 |
12 |
| The effects of public sentiments and feelings on stock market behavior: Evidence from Australia |
1 |
2 |
4 |
17 |
1 |
6 |
18 |
58 |
| The effects of us covid-19 policy responses on cryptocurrencies, fintech and artificial intelligence stocks: A fractional integration analysis |
0 |
0 |
0 |
1 |
1 |
3 |
3 |
5 |
| The influence of economic policy uncertainty shocks on art market |
0 |
0 |
2 |
4 |
0 |
5 |
11 |
17 |
| The outbreak of COVID-19 and stock market liquidity: Evidence from emerging and developed equity markets |
0 |
0 |
2 |
2 |
1 |
1 |
9 |
17 |
| Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution |
0 |
0 |
1 |
11 |
0 |
1 |
5 |
50 |
| Time-varying dependence dynamics between international commodity prices and Australian industry stock returns: a Perspective for portfolio diversification |
0 |
0 |
1 |
10 |
0 |
0 |
9 |
32 |
| U.S. leveraged loan and debt markets: Implications for optimal portfolio and hedging |
1 |
1 |
3 |
4 |
1 |
3 |
14 |
19 |
| US policy responses to the COVID-19 pandemic and sectoral stock indices: A fractional integration approach |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
6 |
| Volatility Spillover Dynamics between Large-, Mid-, and Small-Cap Stocks in the Time-Frequency Domain: Implications for Portfolio Management |
0 |
0 |
1 |
2 |
1 |
1 |
5 |
12 |
| Volatility persistence in cryptocurrency markets under structural breaks |
0 |
0 |
2 |
18 |
1 |
6 |
21 |
124 |
| Total Journal Articles |
15 |
45 |
182 |
511 |
48 |
154 |
667 |
1,911 |
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